Anic Equity¶

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Total return since start: 0.583 %¶

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Equity now: -----------------------------> 48341.12 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44279.52 Kr¶

PnL: ---------------------------------------> -776.48 Kr¶

DD now: ---------------------------------> -8.997 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-07 11:37:03.153359'

Anic Portfolio¶

Today¶

Return: 0.057 %¶

This Week¶

Return: -1.951 %¶

Total portfolio value¶

Return including deposits: 58.256 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.520000 1620.000000 151.000000 10.280000 1468.999998
Hexatronic Group 12 6.090000 1057.920000 90.920000 9.400000 966.999996
Hoist Finance 35 0.000000 1013.250000 33.250000 3.390000 980.000000
OX2 13 -0.200000 969.800000 19.800000 2.080000 949.999999
VEF 909 1.990000 1867.090000 17.090000 0.920000 1850.000436
Clas Ohlson B 12 5.860000 986.400000 13.400000 1.380000 972.999996
BioGaia B 8 3.420000 942.400000 12.400000 1.330000 930.000000
Gränges 9 2.360000 937.800000 9.800000 1.060000 927.999999
INVISIO 16 1.090000 3696.000000 7.000000 0.190000 3689.000000
HEXPOL B 9 1.610000 1025.100000 4.100000 0.400000 1020.999996
Sagax B 4 0.280000 858.000000 4.000000 0.470000 854.000000
Sagax A 4 0.470000 856.000000 2.000000 0.230000 854.000000
JM 6 -1.100000 862.800000 -1.200000 -0.140000 864.000000
Bilia A 8 1.370000 890.400000 -9.600000 -1.070000 900.000000
Catena 2 -2.110000 780.400000 -11.600000 -1.460000 792.000000
Atrium Ljungberg B 5 -4.350000 923.000000 -12.000000 -1.280000 935.000000
AcadeMedia 8 -2.560000 389.760000 -12.240000 -3.040000 402.000000
Byggmax Group 33 2.440000 943.140000 -12.860000 -1.350000 956.000001
Biotage 7 -1.200000 918.400000 -22.600000 -2.400000 940.999997
Addnode Group B 11 2.070000 897.050000 -23.950000 -2.600000 921.000003
Creaspac SPAC 39 0.210000 3693.300000 -24.700000 -0.660000 3717.999987
SKF B 5 1.250000 911.500000 -28.500000 -3.030000 940.000000
ASSA ABLOY B 3 -0.400000 750.000000 -29.000000 -3.720000 779.000001
EQT 4 0.730000 799.000000 -33.000000 -3.970000 832.000000
Nordic Waterproofing Holding 7 -0.300000 931.000000 -36.000000 -3.720000 966.999999
Alimak Group 11 0.620000 888.800000 -39.200000 -4.220000 927.999996
Latour B 4 1.040000 814.400000 -42.600000 -4.970000 857.000000
Vitec Software Group B 2 1.570000 1033.000000 -54.000000 -4.970000 1087.000000
Platzer Fastigheter Holding B 12 -0.790000 901.200000 -59.800000 -6.220000 960.999996
Bufab 3 1.220000 1047.600000 -61.400000 -5.540000 1109.000001
Indutrade 5 0.090000 1154.000000 -64.000000 -5.250000 1218.000000
Orrön Energy 180 0.830000 1968.300000 -74.700000 -3.660000 2043.000000
Sedana Medical 93 0.850000 2416.140000 -104.860000 -4.160000 2521.000011
BHG Group 97 -0.830000 1281.370000 -177.630000 -12.170000 1458.999989
Hexagon B 26 0.160000 3255.200000 -205.800000 -5.950000 3461.000010
TOTAL 44279.520000 -776.480000 -8.99699% 45056.000411

Updated:¶

'2023-07-07 11:37:22.215842'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶